Report NEP-FIN-2000-01-31

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

• Michael S. Gibson, 1999. "Is corporate governance ineffective in emerging markets?," Finance and Economics Discussion Series 1999-63, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• John C. Robertson & Ellis W. Tallman, 1999. "Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models," Working Paper 99-13, Federal Reserve Bank of Atlanta. [Downloadable!]
• Robert R. Bliss & Nikolaos Panigirtzoglou, 1999. "Testing the stability of implied probability density functions," Working Paper Series WP-99-21, Federal Reserve Bank of Chicago. [Downloadable!]
• Lucy F. Ackert & Yisong S. Tian, 1999. "Efficiency in index options markets and trading in stock baskets," Working Paper 99-5, Federal Reserve Bank of Atlanta. [Downloadable!]
• Lucy F. Ackert & Bryan K. Church & Ping Zhang, 1999. "The effect of forecast bias on market behavior: evidence from experimental asset markets," Working Paper 99-4, Federal Reserve Bank of Atlanta. [Downloadable!]
• J. Nellie Liang & Steven A. Sharpe, 1999. "Share repurchases and employee stock options and their implications for S&P 500 share retirements and expected returns," Finance and Economics Discussion Series 1999-59, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• William C. Hunter & David Marshall, 1999. "Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments," Working Paper Series WP-99-20, Federal Reserve Bank of Chicago. [Downloadable!]
• Item repec:fip:fedlwp:99-018a is not listed on IDEAS anymore

• AB Berkelaar & H Hoek & A Lucas, 1999. "Arbitrage and sampling uncertainty in financial stochastic programming models," Econometric Institute Report 147, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Padamja Singal & Stephen D. Smith, 1999. "Expected stock returns and volatility in a production economy: a theory and some evidence," Working Paper 99-8, Federal Reserve Bank of Atlanta. [Downloadable!]
• AB Berkelaar & CL Dert & KPB Oldenkamp & S Zhang, 1999. "A primal-dual decomposition based interior point approach to two-stage stochastic linear programming," Econometric Institute Report 146, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Steven L. Heston & Saikat Nandi, 1999. "A discrete-time two-factor model for pricing bonds and interest rate derivatives under random volatility," Working Paper 99-20, Federal Reserve Bank of Atlanta. [Downloadable!]
• A.B. Berkelaar & R. Kouwenberg, 1999. "Retirement saving with contribution payments and labor income as a benchmark for investments," Econometric Institute Report 181, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Maria W. Otoo, 1999. "Consumer sentiment and the stock market," Finance and Economics Discussion Series 1999-60, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

This page was last updated on 2009-11-29.